+114.0%
SMTC vs BAH
-2.8%
+116.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.9% | +10.9% | +10.1% |
| 7D | +22.9% | -4.3% | +27.3% | +23.6% |
| 30D | +16.6% | -4.5% | +21.1% | +17.1% |
| 3M | +2.4% | -7.6% | +10.0% | +3.9% |
| 6M | +98.3% | -10.6% | +108.9% | +101.7% |
| YTD | +120.7% | -12.6% | +133.2% | +123.5% |
| 1Y | +168.3% | -27.0% | +195.2% | +184.1% |
| 3Y | +571.7% | -31.5% | +603.2% | +596.6% |
| 5Y | +114.0% | -3.8% | +117.8% | +93.0% |
| All | +114.0% | -2.8% | +116.8% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling